Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47424.84 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46029.87 Kr¶

PnL: ---------------------------------------> -858.7 Kr¶

DD now: ---------------------------------> -2.478 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 11:22:50.133048'

Anic Portfolio¶

Today¶

Return: -1.098 %¶

This Week¶

Return: -1.019 %¶

Total¶

Return: 55.257 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.000000 2761.500000 125.500000 4.760000 2636.000010
Beijer Electronics Group 26 -0.840000 3068.000000 97.000000 3.260000 2971.000006
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 0.630000 3428.800000 51.800000 1.530000 3377.000000
AcadeMedia 12 -2.210000 593.760000 36.760000 6.600000 557.000004
MedCap 2 -0.220000 455.000000 34.000000 8.080000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.840000 387.600000 32.600000 9.180000 355.000000
Corem Property Group B 59 -2.650000 605.930000 28.930000 5.010000 576.999999
Resurs Holding 22 -1.340000 601.260000 27.260000 4.750000 573.999998
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Securitas B 6 -0.490000 585.720000 15.720000 2.760000 570.000000
Boozt 12 -1.630000 1669.200000 15.200000 0.920000 1653.999996
Swedbank A 3 -0.850000 576.150000 12.150000 2.150000 564.000000
HMS Networks 2 -3.770000 684.000000 11.000000 1.630000 673.000000
Eastnine 4 -0.950000 501.600000 10.600000 2.160000 491.000000
OEM International B 7 -1.300000 532.000000 4.000000 0.760000 527.999997
Coor Service Management Hold. 8 -1.180000 535.600000 3.600000 0.680000 532.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.860000 248.160000 2.160000 0.880000 246.000000
Fastighetsbolag. Emilshus Pref 21 -2.010000 563.850000 1.850000 0.330000 562.000005
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Intrum 4 -3.740000 525.000000 -2.000000 -0.380000 527.000000
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Nordea Bank Abp 29 -0.350000 3442.300000 -11.700000 -0.340000 3453.999992
Essity B 2 -0.360000 558.600000 -15.400000 -2.680000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
CTEK 13 -2.510000 504.400000 -29.600000 -5.540000 533.999999
International Petroleum Corp. 5 -1.430000 550.000000 -44.570000 -7.500000 594.565215
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Axfood 13 0.360000 3595.800000 -160.200000 -4.270000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -2.860000 1406.700000 -257.300000 -15.460000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46029.870000 -858.700000 -2.478% 46888.564618

Updated:¶

'2023-01-25 11:23:02.849213'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶